On the minimum corridor connection problem and other generalized geometric problems

In this paper we discuss the complexity and approximability of the minimum corridor connection problem where, given a rectilinear decomposition of a rectilinear polygon into “rooms”, one has to find the minimum length tree along the edges of the decomposition such that every room is incident to a vertex of the tree. We show that the problem is strongly NP-hard and give a subexponential time exact algorithm. For the special case when the room connectivity graph is k-outerplanar the algorithm running time becomes cubic. We develop a polynomial time approximation scheme for the case when all rooms are fat and have nearly the same size. When rooms are fat but are of varying size we give a polynomial time constant factor approximation algorithm.     

具有等待者的Kornai-Weibul排队模型的修正与分析

这篇文章首先明确地指出，具有等待的买者的Ｋｏｒｎａｉ－Ｗｅｉｂｕｌ排队模型与没有等待者的Ｋｏｒｎａｉ－Ｗｅｉｂｕｌ排队模型具有相同的纰漏．其次，本文在较自然的条件下严格地证明了修正后的模型存在“正常状态”．研究Ｋｏｒｎａｉ－Ｗｅｉｂｕｌ排队模型理论能够深刻地揭示计划经济的弊端．     

GLOBAL ATTRACTOR FOR CAMASSA-HOLM TYPE EQUATIONS WITH DISSIPATIVE TERM

1IntroductionWe consider the Camassa-Holm type equations with dissipative termut?uxxt δuxxxx f(u)x=ε(2uxuxx uuxxx) g(x),x∈[0,1],t>0.(1.1)Under nonlinear boundary conditionu(0,t)=ux(1,t)=uxx(0,t)=0,t>0,(1.2)δuxxx(1,t)?εu(1,t)uxx(1,t)=?(u(1,t)),t>0,(1.     

Object-oriented dynamic supply-chain modelling incorporated with production scheduling

In this paper we present a new modelling approach for realistic simulation of supply-chains. It is based on an object-oriented architecture, which enables flexible specification of the supply-chain configuration along with its operational decisions and policies.A model of a generic supply-chain node is developed to capture the features present in all supply-chain entities. The generic node models in detail activities such as inventory control, manufacturing processes and order handling. The supply-chain model is constructed by linking generic nodes and specifying the physical and business attributes of each supply-chain member. The generic-node model may also be linked to external software for greater accuracy, e.g., detailed production scheduling or optimisation.The model provides a fully dynamic simulation of the supply-chain and the effect of various uncertainties can be evaluated through Monte Carlo simulation and other, more efficient, sampling techniques (not described here).A case study is presented to illustrate the applicability of the model. The case study demonstrates how the effect of policy changes on the supply-chain performance under uncertainty can be evaluated before implementation.     

Optimal control of a rigid spacecraft programmed motion without angular velocity measurements

This paper considers the problem of optimal controlling a spacecraft programmed motion without its angular velocity measurements. An optimal control law that stabilizes this programmed motion and minimizes the cost that transfers the spacecraft from arbitrary initial state to the programmed state is obtained as a function of the kinematics attitude parameters and their estimates as well as the angle of programmed rotation. The stabilizing properties of the proposed controllers are proved using Liapunov techniques. Numerical simulation study is presented.     

转移支付与地方政府公共支出偏向——基于面板门槛效应的分析

本文利用1994~2007年县级数据,以财政自给率作为门槛变量,基于双重面板门槛模型,分析了我国转移支付与地方公共支出的非线性关系。研究结果表明:转移支付对地方公共支出的影响存在显著的门槛效应;转移支付对基本建设支出和行政管理支出的促进作用都更为显著,在某种程度上强化了地方政府行为选择和公共支出结构的扭曲;我国转移支付对公共支出的影响存在地区差异,转移支付不能有效激励经济欠发达地区提供基本公共服务,因而转移支付制度在一定程度上与基本公共服务均等化目标激励不相容。     

Correction on “Optimal portfolio selection when stock prices follow an jump-diffusion process”

In this paper, we point some errors in Guo and Xu (Math Methods Oper Res 60:485–496, 2004) and give the correct expressions of optimal investment strategy and efficient frontier.     

Oil Price Shocks and Long Run Price and Import Demand Behavior

The effect which the oil price time series has on the long run properties of Vector AutoRegressive (VAR) models for price levels and import demand is investigated. As the oil price variable is assumed to be weakly exogenous for the long run parameters, a cointegration testing procedure allowing for weakly exogenous variables is developed using a LU decomposition of the long run multiplier matrix. The likelihood based cointegration test statistics, Wald, Likelihood Ratio and Lagrange Multiplier, are constructed and their limiting distributions derived. Using these tests, we find that incorporating the oil price in a model for the domestic or import price level of seven industrialized countries decreases the long run memory of the inflation rate. Second, we find that the results for import demand can be classified with respect to the oil importing or exporting status of the specific country. The result for Japan is typical as its import price is not influenced by GNP in the long run, which is the case for all other countries.     

Parametric and nonparametric Granger causality testing: Linkages between international stock markets

This study investigates long-term linear and nonlinear causal linkages among eleven stock markets, six industrialized markets and five emerging markets of South-East Asia. We cover the period 1987-2006, taking into account the on-set of the Asian financial crisis of 1997. We first apply a test for the presence of general nonlinearity in vector time series. Substantial differences exist between the pre- and post-crisis period in terms of the total number of significant nonlinear relationships. We then examine both periods, using a new nonparametric test for Granger noncausality and the conventional parametric Granger noncausality test. One major finding is that the Asian stock markets have become more internationally integrated after the Asian financial crisis. An exception is the Sri Lankan market with almost no significant long-term linear and nonlinear causal linkages with other markets. To ensure that any causality is strictly nonlinear in nature, we also examine the nonlinear causal relationships of VAR filtered residuals and VAR filtered squared residuals for the post-crisis sample. We find quite a few remaining significant bi- and uni-directional causal nonlinear relationships in these series. Finally, after filtering the VAR-residuals with GARCH-BEKK models, we show that the nonparametric test statistics are substantially smaller in both magnitude and statistical significance than those before filtering. This indicates that nonlinear causality can, to a large extent, be explained by simple volatility effects.     

一种基于可拓学的电子商务内容推荐算法研究

为研究电子商务内容推荐算法,论文从电子商务推荐系统中的瓶颈问题——相似度计算出发,借助可拓学的方法进行分析。论文将可拓学中基元的表示方法引入推荐算法中,并采用关联函数和可拓距的思想,实现了产品的表示和相似度计算,进而得到了一种新的内容推荐算法。然后通过实例分析对算法进行验证,确认了方法的可靠性和有效性。论文的研究将可拓学思想引入到推荐算法中,这对可拓思想的应用以及推荐算法的实现都起到了有益的作用。